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Pitfalls in VAR based return d...
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Theorie
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19
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Engsted, Tom
19
Haldrup, Niels
5
Lund, Jesper
4
Tanggaard, Carsten
4
Pedersen, Thomas Q.
2
Pedersen, Thomas Quistgaard
1
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Centre for Analytical Finance <Århus>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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International journal of finance & economics : IJFE
1
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1
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The comovement of US and UK stock markets
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660129
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2
A new test for speculative bubbles based on return variance decompositions
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660132
Saved in:
3
A new test for speculative bubbles based on return variance decompositions
Engsted, Tom
;
Tanggaard, Carsten
-
2001
Persistent link: https://www.econbiz.de/10001613889
Saved in:
4
The comovement of U.S. And U.K. stock markets
Engsted, Tom
;
Tanggaard, Carsten
-
2002
Persistent link: https://www.econbiz.de/10001683185
Saved in:
5
The dividend-price ratio does predict dividend growth : international evidence
Engsted, Tom
;
Pedersen, Thomas Q.
-
2009
Persistent link: https://www.econbiz.de/10003865691
Saved in:
6
The dividend-price ratio does predict dividend growth : international evidence
Engsted, Tom
;
Pedersen, Thomas Q.
- In:
Journal of empirical finance
17
(
2010
)
4
,
pp. 585-605
Persistent link: https://www.econbiz.de/10009267268
Saved in:
7
A note on the rationality of survey inflation expectations in the United Kingdom
Engsted, Tom
- In:
Applied economics
23
(
1991
)
7
,
pp. 1269-1275
Persistent link: https://www.econbiz.de/10001132353
Saved in:
8
Evaluating the consumption-capital asset price model using Hansen-Jagannathan bounds : evidence from the UK
Engsted, Tom
- In:
International journal of finance & economics : IJFE
3
(
1998
)
4
,
pp. 291-302
Persistent link: https://www.econbiz.de/10001434229
Saved in:
9
Evaluating the consumption-capital asset pricing model using Hansen-Jagannathan bounds : evidence from the UK
Engsted, Tom
-
1997
-
rev
Persistent link: https://www.econbiz.de/10000970101
Saved in:
10
Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
Engsted, Tom
;
Lund, Jesper
-
1994
Persistent link: https://www.econbiz.de/10000894175
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